Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$243M |
| 2 |
Chevron
CVX
|
+$221M |
| 3 |
JPMorgan Chase
JPM
|
+$202M |
| 4 |
FITB
Fifth Third Bancorp
FITB
|
+$194M |
| 5 |
RTX Corp
RTX
|
+$130M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TotalEnergies
TTE
|
+$690M |
| 2 |
ESL
Esterline Technologies
ESL
|
+$286M |
| 3 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$221M |
| 4 |
MBFI
MB Financial Corp
MBFI
|
+$199M |
| 5 |
AHL
ASPEN Insurance Holding Limited
AHL
|
+$191M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.19% |
| 2 | Industrials | 13.21% |
| 3 | Technology | 13.18% |
| 4 | Consumer Discretionary | 10.65% |
| 5 | Healthcare | 9.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NGHC
1051
DELISTED
National General Holdings Corp
NGHC
| $67.8M | 0.03% |
2,855,167
+33,692
| +1% | +$829K |
|
1052
Kosmos Energy
KOS
$1.44B
| $67.8M | 0.03% |
10,875,619
+363,749
| +3% | +$2.02M |
|
|
IPG
1053
DELISTED
Interpublic Group of Companies
IPG
| $67.7M | 0.03% |
3,222,524
-20,789
| -0.6% | -$463K |
|
1054
nVent Electric
NVT
$26.3B
| $67.7M | 0.03% |
2,509,106
-64,888
| -3% | -$1.66M |
|
|
CLGX
1055
DELISTED
Corelogic, Inc.
CLGX
| $67.7M | 0.03% |
1,816,279
+108,696
| +6% | +$4.01M |
|
|
FLOW
1056
DELISTED
SPX FLOW, Inc.
FLOW
| $67.7M | 0.03% |
2,121,152
+184,057
| +10% | +$6.05M |
|
1057
Haemonetics
HAE
$3.88B
| $67.6M | 0.03% |
772,626
-245,433
| -24% | -$22.3M |
|
1058
LG Display
LPL
$3.23B
| $67.6M | 0.03% |
7,812,907
-112,465
| -1% | -$1M |
|
1059
WEC Energy
WEC
$35.6B
| $67.6M | 0.03% |
854,322
+27,836
| +3% | +$2.07M |
|
1060
NETGEAR
NTGR
$659M
| $67.5M | 0.03% |
2,036,654
-105,079
| -5% | -$3.81M |
|
1061
Public Service Enterprise Group
PEG
$38B
| $67.4M | 0.03% |
1,134,707
-25,226
| -2% | -$1.41M |
|
1062
AptarGroup
ATR
$8.66B
| $67.3M | 0.03% |
632,865
+177
| +0% | +$17.7K |
|
|
ESGR
1063
DELISTED
Enstar Group
ESGR
| $67.3M | 0.03% |
386,919
+9,527
| +3% | +$1.65M |
|
1064
Las Vegas Sands
LVS
$29.8B
| $67.3M | 0.03% |
1,103,893
+145,904
| +15% | +$8.59M |
|
|
CSFL
1065
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $67.3M | 0.03% |
2,825,729
+294,262
| +12% | +$7.28M |
|
1066
Vertex Pharmaceuticals
VRTX
$121B
| $67.2M | 0.03% |
365,512
+40,427
| +12% | +$7.47M |
|
1067
Equifax
EFX
$20.8B
| $67.1M | 0.03% |
566,201
-4,494
| -0.8% | -$480K |
|
1068
Chipotle Mexican Grill
CMG
$42.8B
| $67.1M | 0.03% |
4,720,250
+15,050
| +0.3% | +$175K |
|
1069
Baker Hughes
BKR
$61.3B
| $67M | 0.03% |
2,419,093
+269,716
| +13% | +$6.82M |
|
|
CVA
1070
DELISTED
Covanta Holding Corporation
CVA
| $66.9M | 0.03% |
3,867,150
+28,061
| +0.7% | +$458K |
|
1071
Synopsys
SNPS
$77.3B
| $66.9M | 0.03% |
581,209
+35
| +0% | +$3.47K |
|
1072
Revvity
RVTY
$12.4B
| $66.9M | 0.03% |
693,919
-26,936
| -4% | -$2.43M |
|
1073
Williams-Sonoma
WSM
$29.3B
| $66.8M | 0.03% |
2,374,678
-24,586
| -1% | -$678K |
|
|
CTXS
1074
DELISTED
Citrix Systems Inc
CTXS
| $66.7M | 0.03% |
669,341
+44,245
| +7% | +$4.59M |
|
1075
Expedia Group
EXPE
$37.5B
| $66.6M | 0.03% |
559,923
+27,218
| +5% | +$3.3M |
|
Similar funds
Dimensional Fund Advisors's Q1 2019 Portfolio in Review
As of Q1 2019, Dimensional Fund Advisors held 3,518 positions worth $251B, up 14% from $221B the previous quarter. Its ten largest holdings account for 9.6% of the portfolio.
Trading was light in Q1 2019: portfolio turnover was 4%. Dimensional Fund Advisors opened 69 new positions and exited 72, leaving the 3,518-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 18% of assets, down from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q1 2019 buy was Fox Class A: 1,480,073 shares worth $54.3M.
- Dimensional Fund Advisors added most to Walt Disney in Q1 2019, an estimated $243M increase.
- Dimensional Fund Advisors's biggest Q1 2019 reduction was TotalEnergies, cutting an estimated $690M.
- Dimensional Fund Advisors fully exited Esterline Technologies in Q1 2019, selling an estimated $286M.
- Dimensional Fund Advisors's ten largest holdings make up 9.6% of its $251B portfolio in Q1 2019.
- Dimensional Fund Advisors opened 69 new positions and closed 72 in Q1 2019.
- Dimensional Fund Advisors's portfolio value rose 14% quarter-over-quarter to $251B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2019, filed 10 May 2019.